ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-035 |
123-040 |
0-005 |
0.0% |
123-000 |
| High |
123-067 |
123-125 |
0-058 |
0.1% |
123-125 |
| Low |
123-000 |
123-017 |
0-017 |
0.0% |
122-297 |
| Close |
123-037 |
123-100 |
0-063 |
0.2% |
123-100 |
| Range |
0-067 |
0-108 |
0-041 |
61.2% |
0-148 |
| ATR |
0-095 |
0-096 |
0-001 |
1.0% |
0-000 |
| Volume |
339,796 |
344,661 |
4,865 |
1.4% |
1,718,785 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-085 |
124-040 |
123-159 |
|
| R3 |
123-297 |
123-252 |
123-130 |
|
| R2 |
123-189 |
123-189 |
123-120 |
|
| R1 |
123-144 |
123-144 |
123-110 |
123-166 |
| PP |
123-081 |
123-081 |
123-081 |
123-092 |
| S1 |
123-036 |
123-036 |
123-090 |
123-058 |
| S2 |
122-293 |
122-293 |
123-080 |
|
| S3 |
122-185 |
122-248 |
123-070 |
|
| S4 |
122-077 |
122-140 |
123-041 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-191 |
124-134 |
123-181 |
|
| R3 |
124-043 |
123-306 |
123-141 |
|
| R2 |
123-215 |
123-215 |
123-127 |
|
| R1 |
123-158 |
123-158 |
123-114 |
123-186 |
| PP |
123-067 |
123-067 |
123-067 |
123-082 |
| S1 |
123-010 |
123-010 |
123-086 |
123-038 |
| S2 |
122-239 |
122-239 |
123-073 |
|
| S3 |
122-091 |
122-182 |
123-059 |
|
| S4 |
121-263 |
122-034 |
123-019 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-264 |
|
2.618 |
124-088 |
|
1.618 |
123-300 |
|
1.000 |
123-233 |
|
0.618 |
123-192 |
|
HIGH |
123-125 |
|
0.618 |
123-084 |
|
0.500 |
123-071 |
|
0.382 |
123-058 |
|
LOW |
123-017 |
|
0.618 |
122-270 |
|
1.000 |
122-229 |
|
1.618 |
122-162 |
|
2.618 |
122-054 |
|
4.250 |
121-198 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-090 |
123-088 |
| PP |
123-081 |
123-075 |
| S1 |
123-071 |
123-062 |
|